While the ANSI standard is huge and provides tons of functionality there are a couple of things (like, say, XML parsers, web servers, GUIs, regular expressions) that aren't included and must either be provided by your particular implementation or otherwise by a third-party library.

Hitherto these libraries had to be installed manually, an often complex process. However, many library authors are now packaging their systems using the new ASDF-INSTALL standard, allowing for automatic installation on any Lisp system that supports it.